#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#pragma unmanaged 
#include <ql\pricingengines\basket\mcamericanbasketengine.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL;
using namespace Cephei::QL::Methods::Montecarlo;
using namespace Cephei::QL::Math;
#undef HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Pricingengines { namespace Basket {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IAmericanBasketPathPricer
	public ref class CAmericanBasketPathPricer  : 
            public Cephei::QL::Pricingengines::Basket::IAmericanBasketPathPricer
	{
	protected: 
		boost::shared_ptr<QuantLib::AmericanBasketPathPricer>* _ppAmericanBasketPathPricer;
        boost::detail::spinlock* _pSpinlock;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::AmericanBasketPathPricer>* _phAmericanBasketPathPricer;
#endif
		Object^ _AmericanBasketPathPricerOwner;     // reference to object that manages the storage for this object
	internal:
		CAmericanBasketPathPricer (UInt64 assetNumber, Cephei::QL::IPayoff^ payoff, Microsoft::FSharp::Core::FSharpOption<UInt64>^ polynomOrder, Microsoft::FSharp::Core::FSharpOption<QL::Methods::Montecarlo::LsmBasisSystem::PolynomTypeEnum>^ polynomType);
        CAmericanBasketPathPricer (boost::shared_ptr<QuantLib::AmericanBasketPathPricer>& childNative, Object^ owner);
        CAmericanBasketPathPricer (QuantLib::AmericanBasketPathPricer& childNative, Object^ owner);
        CAmericanBasketPathPricer (CAmericanBasketPathPricer^ copy);
        CAmericanBasketPathPricer (PLATFORM::Type^ t);
#ifdef STRUCT
        CAmericanBasketPathPricer (QuantLib::AmericanBasketPathPricer childNative);
#endif       
#ifdef HANDLE
		CAmericanBasketPathPricer (QuantLib::Handle<QuantLib::AmericanBasketPathPricer>& childNative, Object^ owner);
		CAmericanBasketPathPricer (QuantLib::Handle<QuantLib::AmericanBasketPathPricer> childNative);
#endif
		virtual ~CAmericanBasketPathPricer ();
		!CAmericanBasketPathPricer ();

	internal:
		QuantLib::AmericanBasketPathPricer& GetReference ();
		boost::shared_ptr<QuantLib::AmericanBasketPathPricer>& GetShared ();
		QuantLib::AmericanBasketPathPricer* GetPointer ();
        void SetAmericanBasketPathPricer (boost::shared_ptr<QuantLib::AmericanBasketPathPricer> native)
        {
            if (_ppAmericanBasketPathPricer != NULL)
                delete _ppAmericanBasketPathPricer;
            _ppAmericanBasketPathPricer = new boost::shared_ptr<QuantLib::AmericanBasketPathPricer> (native);
            
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::AmericanBasketPathPricer>& GetHandle ();
#endif
		virtual bool HasNative () ;
		void Lock ()
		{
			if (Cephei::QL::Settings::_ReferenceLocking)
    			_pSpinlock->lock ();
		}
		void Unlock ()
		{
			_pSpinlock->unlock ();
		}
    public:
		virtual Cephei::QL::Math::IArray^ State (Cephei::QL::Methods::Montecarlo::IMultiPath^ path, UInt64 t) ;
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Pricingengines::Basket::IAmericanBasketPathPricer^>::typeid)]
	[FactoryFor(Cephei::QL::Pricingengines::Basket::IAmericanBasketPathPricer::typeid)]
	[FactoryFor(Cephei::QL::Pricingengines::Basket::IAmericanBasketPathPricer_Factory::typeid)]
	public ref class CAmericanBasketPathPricer_Factory sealed : public IAmericanBasketPathPricer_Factory
	{
	public:
        virtual IAmericanBasketPathPricer^ Create (UInt64 assetNumber, Cephei::QL::IPayoff^ payoff, Microsoft::FSharp::Core::FSharpOption<UInt64>^ polynomOrder, Microsoft::FSharp::Core::FSharpOption<QL::Methods::Montecarlo::LsmBasisSystem::PolynomTypeEnum>^ polynomType);
    };
   
/*Cephei*/ } /*QL*/ } /*Pricingengines*/ } /*Basket */}
